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5/27/22 8:23
AM |
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Rate
Indications |
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To take down
an advance, login to eBanking or contact the Member Transaction Desk : |
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855-345-2244, Option 1 |
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| Today's Headlines |
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Market Rates |
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In observance of Memorial Day, on Friday, May 27, 2022, term
advances close at 1 p.m.; and overnight and open line advances close at 3
p.m.
Early bird discounts, all before 10:00 a.m.: (1) Available on A120 (<=
27 days) advances, additional volume discounts may be available; (2) 1-month
(no minimum at 0.97%) and 3-month (no minimum at 1.39%) A121 advances. To
execute, please call the Member Transaction Desk before 10:00 a.m.
Advance Discount Specials (until May 31, 2022): 5 bps discount on qualifying fixed rate fixed term advances,
callable fixed rate, and amortizers. Visit our Solutions page on fhlbc.com
for Terms and Conditions. |
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Term |
Treasury |
Swaps |
Fixed Rate Advances |
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2 years |
2.47% |
2.79% |
2.61% |
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5 years |
2.70% |
2.76% |
2.87% |
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7 years |
2.74% |
2.77% |
3.11% |
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10 years |
2.73% |
2.81% |
3.28% |
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| Fixed Rate
Advances |
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Fixed Rate Callable Advances (Call Option
Owned by Member) |
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| Term |
Community
Advances |
Regular
Advances |
All-in After
Dividend* |
Forward-Starting |
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Term |
Lockout |
Bermudan |
All-in After Dividend* |
Option Cost |
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| 1 week |
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0.91% |
0.69% |
Advances settle one year forward from today and
then have stated term to maturity |
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2 years |
6 months |
3.00% |
2.77% |
0.39% |
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| 2 weeks |
0.91% |
0.69% |
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2 years |
1 year |
2.93% |
2.71% |
0.33% |
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| 3 weeks |
0.92% |
0.70% |
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3 years |
6 months |
3.35% |
3.13% |
0.57% |
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| 1 month |
0.89% |
0.99% |
0.77% |
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3 years |
1 year |
3.28% |
3.06% |
0.50% |
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| 3 months |
1.31% |
1.41% |
1.19% |
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5 years |
6 months |
3.73% |
3.50% |
0.85% |
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| 6 months |
1.67% |
1.77% |
1.55% |
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5 years |
1 year |
3.65% |
3.42% |
0.77% |
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| 9 months |
1.91% |
2.01% |
1.79% |
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5 years |
2 year |
3.57% |
3.35% |
0.70% |
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| 1 year |
2.19% |
2.29% |
2.07% |
3.00% |
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7 years |
1 year |
4.21% |
3.99% |
1.10% |
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| 1.5 years |
2.38% |
2.48% |
2.26% |
3.04% |
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7 years |
2 years |
4.13% |
3.91% |
1.02% |
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| 2 years |
2.51% |
2.61% |
2.38% |
3.07% |
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10 years |
2 years |
4.54% |
4.32% |
1.25% |
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| 2.5 years |
2.60% |
2.70% |
2.48% |
3.06% |
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10 years |
3 years |
4.47% |
4.25% |
1.19% |
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| 3 years |
2.68% |
2.78% |
2.56% |
3.05% |
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10 years |
5 years |
4.40% |
4.18% |
1.12% |
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| 3.5 years |
2.72% |
2.82% |
2.60% |
3.05% |
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15 years |
5 years |
4.85% |
4.62% |
1.16% |
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| 4 years |
2.74% |
2.85% |
2.62% |
3.04% |
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Fixed Rate Putable Advances (Call Option
Owned by FHLBC) |
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| 4.5 years |
2.76% |
2.86% |
2.64% |
3.12% |
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Term |
Lockout |
European |
All-in After Dividend* |
Option Value |
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| 5 years |
2.77% |
2.87% |
2.65% |
3.18% |
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3 years |
6 months |
1.63% |
1.41% |
-0.14% |
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| 6 years |
2.91% |
3.01% |
2.79% |
3.27% |
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5 years |
6 months |
1.55% |
1.33% |
-0.22% |
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| 7 years |
3.00% |
3.11% |
2.89% |
3.36% |
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7 years |
6 months |
1.51% |
1.29% |
-0.26% |
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| 10 years |
3.17% |
3.28% |
3.06% |
3.50% |
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10 years |
6 months |
1.49% |
1.26% |
-0.28% |
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| 15 years |
Call for availability |
3.69% |
3.47% |
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3 years |
1 year |
2.03% |
1.81% |
-0.27% |
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| 20 years |
3.72% |
3.50% |
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5 years |
1 year |
1.85% |
1.63% |
-0.44% |
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| 30 years |
3.93% |
3.71% |
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7 years |
1 year |
1.78% |
1.56% |
-0.52% |
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10 years |
1 year |
1.74% |
1.51% |
-0.56% |
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5 years |
2 years |
2.25% |
2.02% |
-0.36% |
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| Amortizing
Advances |
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7 years |
2 years |
2.15% |
1.92% |
-0.46% |
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Amortization
Term |
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10 years |
2 years |
2.08% |
1.86% |
-0.53% |
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| Term |
5 years |
7 years |
10 years |
15 years |
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7 years |
3 years |
2.35% |
2.12% |
-0.44% |
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| 5 years |
2.80% |
2.86% |
2.89% |
2.91% |
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10 years |
5 years |
2.61% |
2.39% |
-0.26% |
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| 7 years |
n/a |
2.94% |
3.05% |
3.11% |
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Term |
Lockout |
Bermudan |
All-in After Dividend* |
Option Value |
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| 10 years |
n/a |
n/a |
3.13% |
3.24% |
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5 years |
6 months |
1.48% |
1.26% |
-0.28% |
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| Term |
15 years |
20 years |
25 years |
30 years |
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7 years |
6 months |
1.35% |
1.12% |
-0.42% |
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| 15 years |
3.41% |
3.56% |
3.63% |
3.67% |
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10 years |
3 months |
1.08% |
0.86% |
-0.33% |
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n/a |
3.60% |
3.68% |
3.72% |
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7 years |
1.24% |
0.02% |
1.26% |
0.32% |
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| 30 years |
n/a |
n/a |
n/a |
3.82% |
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10 years |
1.55% |
0.02% |
1.58% |
0.32% |
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| Floating Rate
Advances |
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| Term Discount Note Floater Advances |
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Overnight Index Floater Advances** |
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Non-Prepayable |
Prepayable (on reset dates)^ |
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Index / Rate Indic. |
Term |
Prior Index |
Spread |
Prior Day Rate |
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| Term** |
Spread to 4WK |
Spread to 13WK |
Spread to 4WK |
Spread to 13WK |
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Overnight DN^ |
<= 3 Months |
0.553% |
0.335% |
0.918% |
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| 3 months |
0.22% |
n/a |
0.28% |
n/a |
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SOFR |
3 Months |
0.78% |
0.16% |
0.94% |
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| 6 months |
0.27% |
0.21% |
0.34% |
0.28% |
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SOFR |
6 Months |
0.78% |
0.16% |
0.94% |
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| 1 year |
0.28% |
0.22% |
0.36% |
0.30% |
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SOFR |
9 Months |
0.78% |
0.17% |
0.95% |
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| 2 years |
0.34% |
0.28% |
0.36% |
0.30% |
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SOFR |
1 Year |
0.78% |
0.18% |
0.96% |
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| 3 years |
0.35% |
0.29% |
0.37% |
0.31% |
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SOFR |
18 Months |
0.78% |
0.19% |
0.97% |
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| 4 years |
0.36% |
0.30% |
0.38% |
0.32% |
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SOFR |
2 Years |
0.78% |
0.20% |
0.98% |
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| 5 years |
0.37% |
0.31% |
0.39% |
0.33% |
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SOFR |
3 Years |
0.78% |
0.29% |
1.13% |
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| Prior Index |
4 week |
0.826% |
13 week |
1.202% |
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SOFR |
4 Years |
0.78% |
0.38% |
1.17% |
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| ^Prepayable at par with 1 day notice.
**Please call for terms between 5 years and 10 years, or for 26 week
index. |
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SOFR |
5 Years |
0.78% |
0.42% |
1.12% |
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| Overnight Advances |
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SOFR |
6 Years |
0.78% |
0.56% |
1.36% |
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| Term |
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Minimum |
Today |
Prior Day |
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SOFR |
7 Years |
0.78% |
0.64% |
1.43% |
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| 1 Day |
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No minimum |
0.90% |
0.90% |
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SOFR |
8 Years |
0.78% |
0.72% |
1.51% |
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| Open
Line (Daily Rate Set)# |
No minimum |
1.04% |
1.04% |
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SOFR |
9 Years |
0.78% |
0.78% |
1.55% |
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| #Rate
set at and available until 3:00 pm; Late Day Advances may be available until
4:30 pm by calling 855-345-2244, Option 1. |
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SOFR |
10 Years |
0.78% |
0.78% |
1.58% |
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| FHLBC Deposit Rates^ |
DID (yesterday) |
0.67239% |
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^Prepayable same day before 3:00PM. **Please
call for additional terms not listed above. |
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| ^Call for term deposit rates. |
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